Don't know if this helps but I was out end of Augst and noticed that quite a few places on the end had bamboo type screening fitted - mostly around the middle gardens (6, 7,8). It seemed to be mostly Spanish residents in those properties that had it done.
The completion docs I got (I'm in a 2 bed) don't t have any reference to rules and regulations on this type of thing - other than a brief mention of not allowing clothes or washing lines on the balconies. But, I know that other people on this forum have said that they'd been told that you can only have cream/white awnings and parasols etc etc - but no-one seems to be able to confirm where those rumours originated from...
My advice would be to put some screening up anyway, but go for a cheap ooption just in case PW do decide it needs to come down. Leroy Merlin and Carrefour (in Cartagena) both had a large slection of screening which would probably do the job for 30 - 50 euros..
The other option seems to be the fitted awning with sides, which seem quite popular (I saw 4 on garden 2 alone). I would imagine that these are expensive though, and would be a pain to keep clean..
Cheers
Russ